+740.7%
AU vs WCC
+1,758.7%
-1,018.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -0.3% | +8.5% | -8.8% | -1.4% |
| 30D | +12.8% | -1.0% | +13.8% | +12.9% |
| 3M | +28.5% | +2.1% | +26.3% | +27.8% |
| 6M | +4.8% | +36.8% | -32.0% | +0.3% |
| YTD | +31.0% | +47.7% | -16.8% | +24.0% |
| 1Y | +81.4% | +66.5% | +14.9% | +69.1% |
| 3Y | +618.4% | +134.2% | +484.3% | +524.2% |
| 5Y | +686.3% | +231.6% | +454.7% | +533.7% |
| 10Y | +664.5% | +508.1% | +156.4% | +425.4% |
| All | +740.7% | +1,758.7% | -1,018.0% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling